In July, when there was a cooperative intervention for the first time in 28 years, the win rate dropped to 47.7%. However, the week of intervention was the best.

Hello, this is Nikotama.

The dollar-yen exchange rate was volatile in July. It reached 163.99 yen on the 23rd, a level not seen since November 1986. On the night of the 30th, Japanese authorities intervened unilaterally, estimated at 8.45 trillion yen. It is considered the largest single-day intervention ever. On the 31st, after the BOJ meeting, the U.S. Treasury moved through the New York Fed, resulting in a coordinated intervention by Japan and the United States. Coordinated yen buy interventions have not occurred for 28 years since 1998. On August 3, it fell to as low as 155.23 yen.

Because I automatically record wins and losses every time a signal appears, I can recount them later by month. From May to September, the only month with a net loss was July.

It is 47.7%. The break-even point at a payout of 1.77 times is 56.5%, so this is a number that is expected to decrease.

I thought, “After all, with such a market it would be tough,”. But simply thinking that is meaningless, so I divided it by weeks.

Interventions occurred on July 30 and 31. The week including these two days, “the week of July 27,” had 16 wins out of 28 trials, 57.1%. It was the best week in July.

The bad weeks were at the beginning of the month. In the week of June 29, 3 wins out of 11 trials were 27.3%, and in the week of July 6, 5 wins out of 13 trials were 38.5%. This was nearly a month before the interventions.

Including the week that reached 163.99 yen on July 23, the rate was 38.9% and weak, but on the 23 itself, 3 wins out of 5 trials were 60.0%.

In other words, the judgment to “avoid weeks with big news because they are likely to be volatile” was not supported by this record.